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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+5.02%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$47.4B
AUM Growth
+$2.21B
Cap. Flow
+$738M
Cap. Flow %
1.56%
Top 10 Hldgs %
12.24%
Holding
4,128
New
300
Increased
2,047
Reduced
1,599
Closed
129

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$184M
2
IWL icon
iShares Russell Top 200 ETF
IWL
+$84.4M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$61.1M
4
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$45.7M
5
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$41.1M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$197M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$119M
3
KMP
KINDER MORGAN ENER PNTRS L.P.
KMP
+$78M
4
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$33M
5
FXH icon
First Trust Health Care AlphaDEX Fund
FXH
+$33M

Sector Composition

Rank Sector Weight
1 Financials 13.72%
2 Technology 12.92%
3 Healthcare 12.32%
4 Industrials 9.35%
5 Consumer Discretionary 7.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EBS icon
1426
Emergent Biosolutions
EBS
$376M
$3.64M 0.01%
133,634
+9,441
+8% +$225K
CCU icon
1427
Compañía de Cervecerías Unidas
CCU
$2.15B
$3.64M 0.01%
196,062
+20,197
+11% +$412K
CHSP
1428
DELISTED
Chesapeake Lodging Trust
CHSP
$3.62M 0.01%
97,320
+14,954
+18% +$497K
DCH
1429
Dauch Corp
DCH
$1.33B
$3.61M 0.01%
159,830
+137,148
+605% +$2.73M
MTW icon
1430
Manitowoc
MTW
$523M
$3.61M 0.01%
180,401
-11,179
-6% -$203K
ACAS
1431
DELISTED
American Capital Ltd
ACAS
$3.61M 0.01%
247,152
-2,294
-0.9% -$33.5K
ORB
1432
DELISTED
ORBITAL SCIENCES CORP
ORB
$3.6M 0.01%
134,053
-23,472
-15% -$620K
PLXS icon
1433
Plexus
PLXS
$6.55B
$3.59M 0.01%
87,152
-2,060
-2% -$80.3K
DMC
1434
Del Monte Corp
DMC
$1.39B
$3.59M 0.01%
107,035
+13,234
+14% +$431K
SCS
1435
DELISTED
Steelcase
SCS
$3.59M 0.01%
200,063
-35,163
-15% -$605K
CNK icon
1436
Cinemark Holdings
CNK
$4.08B
$3.59M 0.01%
100,847
+5,912
+6% +$205K
OMG
1437
DELISTED
OM GROUP INC.
OMG
$3.58M 0.01%
120,164
+36,335
+43% +$956K
ACIW icon
1438
ACI Worldwide
ACIW
$6.1B
$3.58M 0.01%
177,461
+1,725
+1% +$32.9K
PGI
1439
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$3.58M 0.01%
336,945
-19,838
-6% -$216K
DIN icon
1440
Dine Brands
DIN
$454M
$3.57M 0.01%
34,471
+381
+1% +$35.2K
LAZ icon
1441
Lazard
LAZ
$4.31B
$3.57M 0.01%
71,408
-34
-0% -$1.69K
FRA icon
1442
BlackRock Floating Rate Income Strategies Fund
FRA
$382M
$3.57M 0.01%
266,740
-651
-0.2% -$8.85K
ABM icon
1443
ABM Industries
ABM
$2.88B
$3.57M 0.01%
124,458
+14,226
+13% +$385K
MWIV
1444
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
$3.57M 0.01%
20,986
+4,443
+27% +$711K
USNA icon
1445
Usana Health Sciences
USNA
$434M
$3.55M 0.01%
69,178
-7,932
-10% -$389K
BKE icon
1446
Buckle
BKE
$2.31B
$3.54M 0.01%
67,491
+28,654
+74% +$1.41M
SHG icon
1447
Shinhan Financial Group
SHG
$32.8B
$3.54M 0.01%
87,737
+6,690
+8% +$297K
BBAR icon
1448
BBVA Argentina
BBAR
$3.76B
$3.54M 0.01%
256,810
-125,003
-33% -$1.61M
SIRI icon
1449
SiriusXM
SIRI
$10.7B
$3.54M 0.01%
101,162
+1,658
+2% +$57.1K
ELUX
1450
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$3.53M 0.01%
60,252
+6,648
+12% +$390K
56 57
58
59 60

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Parametric Portfolio Associates's Q4 2014 Portfolio in Review

As of Q4 2014, Parametric Portfolio Associates held 4,128 positions worth $47.4B, up 4.9% from $45.2B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates's Q4 2014 filing shows 300 new, 2,047 increased, 1,599 reduced and 129 closed positions. Its largest new stake was iShares Russell Top 200 ETF: 1,844,325 shares worth $87M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $197M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q4 2014 buy was iShares Russell Top 200 ETF: 1,844,325 shares worth $87M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2014, an estimated $184M increase.
  • Parametric Portfolio Associates's biggest Q4 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $197M.
  • Parametric Portfolio Associates fully exited KINDER MORGAN ENER PNTRS L.P. in Q4 2014, selling an estimated $78M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $47.4B portfolio in Q4 2014.
  • Parametric Portfolio Associates opened 300 new positions and closed 129 in Q4 2014.
  • Parametric Portfolio Associates's portfolio value rose 4.9% quarter-over-quarter to $47.4B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2014, filed 11 Feb 2015.